Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531106.1682 | 495330.1579 | 35776.0103 | -16936.3932 | 17097.5483 | -34033.9414 |
Total P&L (%) | 531.1062 | 495.3302 | 35.776 | -16.9364 | 17.0975 | -34.0339 |
Avg Daily Profit (%) | 0.2845 | 0.2653 | 0.0192 | -0.0099 | 0.0085 | -0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205212 | -110522 | -156832 | -71186 | -24791 | -53716 |
Profit Factor | 1.637 | 2.1937 | 1.0854 | 0.9378 | 1.1155 | 0.726 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 46.4646 | 44 | 48.9796 | 46.4646 | 44 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.8861 | 2.792 | 1.1307 | 1.0805 | 1.4197 | 0.7563 |
Largest Winning Trade | 301043 | 301043 | 49786 | 56587 | 56587 | 18180 |
Largest Losing Trade | -63356 | -63356 | -49779 | -63356 | -63356 | -32189 |
Avg Bars in Trades | 73 | 82 | 64 | 73 | 82 | 64 |
Avg Bars in Winners | 77 | 84 | 71 | 77 | 84 | 71 |
Avg Bars in Losers | 70 | 80 | 58 | 70 | 80 | 58 |
Bars Traded | 7280 | 4104 | 3176 | 7280 | 4104 | 3176 |
Profit Streak | 160.8686 | 172.6186 | 160.8686 | 160.8686 | 172.6186 | 160.8686 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437762 | -168679 | -295741 | -578811 | -464849 | -580113 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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